Set Quasi Birth-Death Structure

Assigns random values for the hidden state transition matrix, A, the symbol emission probability matrices, p,q and r, and the initial state probability vector, pi, satisfying the stochastic constrains, but sets the hidden Markov chain to a quasi birth-death structure.

Usage: set_qbd( $<$G$>$, $<$E$>$, $<$B$>$ [, $<$BACK$>$ [, $<$FWD$>$ ] ] )

where $<$G$>$ in the number of groups of states; $<$E$>$ in the number of states (elements) per group11.8; $<$B$>$ is the observation batch size; $<$BACK$>$ is the number of reachable back groups; and $<$FWD$>$ is the number of reachable forward groups.



Guilherme Dutra Gonzaga Jaime 2010-10-27